Pages that link to "Item:Q625008"

The following pages link to Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008):

Displaying 31 items.

• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
• Least squares estimator for the parameter of the fractional Ornstein-Uhlenbeck sheet (Q457308) (← links)
• Sequential testing of hypotheses about drift for Gaussian diffusions (Q670162) (← links)
• A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
• Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
• How close is a fractional process to a random walk with drift? (Q1695665) (← links)
• Drift parameter estimation in the models involving fractional Brownian motion (Q1703898) (← links)
• Maximum likelihood estimators of a long-memory process from discrete observations (Q1712209) (← links)
• Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process (Q1720210) (← links)
• Minimum distance estimation for fractional Ornstein-Uhlenbeck type process (Q1720241) (← links)
• Parameter estimation for stochastic differential equations driven by mixed fractional Brownian motion (Q1725334) (← links)
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
• Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets (Q2110494) (← links)
• Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
• Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
• Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk (Q2255167) (← links)
• Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package (Q2259080) (← links)
• Variance estimator for fractional diffusions with variance and drift depending on time (Q2346521) (← links)
• Existence and uniqueness results for Cauchy problem of variable-order fractional differential equations (Q2511396) (← links)
• Controlled drift estimation in fractional diffusion linear systems (Q2841324) (← links)
• Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346) (← links)
• Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
• Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift (Q2980146) (← links)
• (Q4677129) (← links)
• Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions (Q5038286) (← links)
• Non symmetric Rosenblatt process over a compact (Q5079152) (← links)
• On drift parameter estimation in models with fractional Brownian motion (Q5263966) (← links)
• Asymptotic properties of non-standard drift parameter estimators in the models involving fractional Brownian motion (Q5351664) (← links)
• Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion (Q6062260) (← links)
• Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) (← links)
• Estimation of the drift of Riemann-Liouville fractional Brownian motion (Q6114251) (← links)